CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2542 |
1.2664 |
0.0122 |
1.0% |
1.2615 |
| High |
1.2755 |
1.2727 |
-0.0028 |
-0.2% |
1.2755 |
| Low |
1.2536 |
1.2555 |
0.0019 |
0.2% |
1.2456 |
| Close |
1.2661 |
1.2629 |
-0.0032 |
-0.3% |
1.2661 |
| Range |
0.0219 |
0.0172 |
-0.0047 |
-21.5% |
0.0299 |
| ATR |
0.0215 |
0.0212 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
197,584 |
222,352 |
24,768 |
12.5% |
938,778 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3063 |
1.2724 |
|
| R3 |
1.2981 |
1.2891 |
1.2676 |
|
| R2 |
1.2809 |
1.2809 |
1.2661 |
|
| R1 |
1.2719 |
1.2719 |
1.2645 |
1.2678 |
| PP |
1.2637 |
1.2637 |
1.2637 |
1.2617 |
| S1 |
1.2547 |
1.2547 |
1.2613 |
1.2506 |
| S2 |
1.2465 |
1.2465 |
1.2597 |
|
| S3 |
1.2293 |
1.2375 |
1.2582 |
|
| S4 |
1.2121 |
1.2203 |
1.2534 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3521 |
1.3390 |
1.2825 |
|
| R3 |
1.3222 |
1.3091 |
1.2743 |
|
| R2 |
1.2923 |
1.2923 |
1.2716 |
|
| R1 |
1.2792 |
1.2792 |
1.2688 |
1.2858 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2657 |
| S1 |
1.2493 |
1.2493 |
1.2634 |
1.2559 |
| S2 |
1.2325 |
1.2325 |
1.2606 |
|
| S3 |
1.2026 |
1.2194 |
1.2579 |
|
| S4 |
1.1727 |
1.1895 |
1.2497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2755 |
1.2456 |
0.0299 |
2.4% |
0.0191 |
1.5% |
58% |
False |
False |
186,358 |
| 10 |
1.2880 |
1.2456 |
0.0424 |
3.4% |
0.0173 |
1.4% |
41% |
False |
False |
189,118 |
| 20 |
1.3087 |
1.2456 |
0.0631 |
5.0% |
0.0199 |
1.6% |
27% |
False |
False |
193,236 |
| 40 |
1.3722 |
1.2456 |
0.1266 |
10.0% |
0.0225 |
1.8% |
14% |
False |
False |
189,105 |
| 60 |
1.4687 |
1.2456 |
0.2231 |
17.7% |
0.0252 |
2.0% |
8% |
False |
False |
165,167 |
| 80 |
1.4687 |
1.2363 |
0.2324 |
18.4% |
0.0245 |
1.9% |
11% |
False |
False |
124,680 |
| 100 |
1.4687 |
1.2351 |
0.2336 |
18.5% |
0.0247 |
2.0% |
12% |
False |
False |
99,886 |
| 120 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0244 |
1.9% |
11% |
False |
False |
83,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3458 |
|
2.618 |
1.3177 |
|
1.618 |
1.3005 |
|
1.000 |
1.2899 |
|
0.618 |
1.2833 |
|
HIGH |
1.2727 |
|
0.618 |
1.2661 |
|
0.500 |
1.2641 |
|
0.382 |
1.2621 |
|
LOW |
1.2555 |
|
0.618 |
1.2449 |
|
1.000 |
1.2383 |
|
1.618 |
1.2277 |
|
2.618 |
1.2105 |
|
4.250 |
1.1824 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.2641 |
1.2622 |
| PP |
1.2637 |
1.2615 |
| S1 |
1.2633 |
1.2608 |
|